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Risk and Capital Analyst

3 weeks ago


Dublin, Dublin City, Ireland Zurich Australian Insurance Ltd. Full time

Job Responsibilities:

Capital Modelling Expert

We are seeking a highly skilled Capital Modelling Expert to join our team at Zurich Australian Insurance Ltd. The successful candidate will work closely with the TCOE Capital Actuarial team on the production and methodology of the Solvency II Internal Capital Model.

The ideal candidate will have extensive knowledge of finance and accounting practices, financial analysis, Solvency II capital models (Internal Model and/or Standard Formula) and Solvency II regulatory reporting; ability to apply this knowledge appropriately to diverse situations.

Key responsibilities include:

  • Supporting the ongoing requirements for defined risk types of the Solvency II Internal Model, ensuring compliance with internal governance rules and regulatory expectations
  • Providing input and support to Solvency II compliance including the ORSA, AFR, RSR, SFCR, Profit and Loss Attribution report, QRTs and other relevant regulatory reporting
  • Reviewing and updating internal model methodology, expert judgements & limitations